+103.2%
GLD vs VCLT
+16.8%
+86.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | -0.9% | +3.7% | -4.6% | -2.2% |
| 3M | -4.4% | -1.0% | -3.4% | -4.1% |
| 6M | -13.6% | -3.4% | -10.2% | -12.6% |
| YTD | -6.0% | -2.6% | -3.4% | -5.2% |
| 1Y | +1.8% | -3.3% | +5.0% | +2.8% |
| 3Y | +103.2% | +17.3% | +85.8% | +95.7% |
| All | +103.2% | +16.8% | +86.3% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling